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subject:"Prognoseverfahren"
~person:"Ghysels, Eric"
~person:"Timmermann, Allan"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
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Prognoseverfahren
Estimation
84
Schätzung
84
Theorie
43
Theory
43
USA
39
United States
39
Forecasting model
34
Capital income
25
Kapitaleinkommen
25
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21
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21
Time series analysis
21
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21
CAPM
15
Business cycle
14
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14
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12
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12
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10
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10
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10
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9
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9
Estimation theory
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Aufsatz in Zeitschrift
Non-commercial literature
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English
34
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Ghysels, Eric
Timmermann, Allan
Gupta, Rangan
84
Marcellino, Massimiliano
51
Pierdzioch, Christian
42
McAleer, Michael
34
Ma, Feng
31
McMillan, David G.
26
Zaremba, Adam
26
Huber, Florian
23
Clark, Todd E.
22
Kilian, Lutz
22
Siliverstovs, Boriss
22
Wang, Yudong
22
Zhang, Yaojie
22
Härdle, Wolfgang
21
Baumeister, Christiane
20
Narayan, Paresh Kumar
20
Pesaran, M. Hashem
20
Döpke, Jörg
18
Franses, Philip Hans
18
Herwartz, Helmut
18
Swanson, Norman R.
18
Salisu, Afees A.
17
Balcilar, Mehmet
16
Kim, Hyeongwoo
16
Schorfheide, Frank
16
Wohar, Mark E.
16
Bollerslev, Tim
15
Fritsche, Ulrich
15
Guidolin, Massimo
15
Koop, Gary
15
Nonejad, Nima
15
Ravazzolo, Francesco
15
Cholodilin, Konstantin Arkadʹevič
14
Koopman, Siem Jan
14
Rossi, Barbara
14
Wolters, Maik H.
14
Guérin, Pierre
13
Kapetanios, George
13
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6
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2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
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2
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ECONIS (ZBW)
34
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1
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10
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34
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date (oldest first)
1
Panel data nowcasting : the case of price-earnings ratios
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of applied econometrics
39
(
2024
)
2
,
pp. 292-307
Persistent link: https://www.econbiz.de/10014517329
Saved in:
2
Predicting the VIX and the volatility risk premium : the role of short-run funding spreads volatility factors
Andreou, Elena
;
Ghysels, Eric
-
2020
Persistent link: https://www.econbiz.de/10014336139
Saved in:
3
Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
4
Mixed-frequency macro-finance factor models : theory and applications
Andreou, Elena
;
Gagliardini, Patrick
;
Ghysels, Eric
; …
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 585-628
Persistent link: https://www.econbiz.de/10012316703
Saved in:
5
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
6
Cash flow news and stock price dynamics
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
-
2019
Persistent link: https://www.econbiz.de/10012206550
Saved in:
7
Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan T.
;
Ghysels, Eric
- In:
Management science : journal of the Institute for …
64
(
2018
)
10
,
pp. 4936-4952
Persistent link: https://www.econbiz.de/10011932653
Saved in:
8
Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan
;
Ghysels, Eric
-
2017
Persistent link: https://www.econbiz.de/10011715555
Saved in:
9
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
10
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
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